I have played so many games its hard to tell which one is my favorite, as i play a certain genre based on what mood im in. So ill go with this, favorite from each genre that I play.
FPS: Call of Duty: United Offensive, I played this game so much, it was definitely my gateway into PC gaming. Over 1500 hours played. If someone made a modern day FPS game EXACTLY like this, I'd buy it and never put it down. CS:S and BF3 until something better comes out.
RTS: Command and Conquer: Red Alert, this was possibly the first PC game I actually remember playing. And I loved it. I had no clue what I was doing, but I had a blast playing it. Now that I'm older, I know this game is the reason I still enjoy playing RTS games. C&C Generals.
MMO/RPG: Runescape, what can I say? I played it when i was young and it was fun. Definitely a classic in my book. Skyrim is my new RPG for the moment, no MMOs.
Sim: The Sims series, currently The Sims 3. Duhh..
TBS: The Civilization series, Currently Civ 5. Havent played many good turn based strategy games. Play MOO a little but it never stuck.